On the rate of convergence of the \(k\times k\) block, \(k\)-line iterative methods: \(k\to \infty\) (Q1899124)

After discretization, the Dirichlet problem for the Poisson equation on the unit square leads to a system \(AU= F\), with \(A\) a matrix depending on the discretization parameter \(h\). Using the splitting \(A= M- N\), the rate of convergence of Jacobi's method depends on the spectral radius \(\rho(M^{- 1} N)\). This paper gives the asymptotic behavior of \(\rho\) as \(h\to 0\). This is done for the block algorithms using either \(k\times k\) blocks or \(k\)-line blocks, where it is assumed that \(k= k(h)\to \infty\) for \(h\to 0\). The asymptotic expression is of the form \(\rho= 1- \mu h^2\), where estimates for \(\mu\) are derived for the two distinct cases: \(kh\to 0\) and \(kh\nrightarrow 0\). Numerical examples with \(k= 2^i\) show that the theoretical results follow closely the numerical observations. For the \(k\)-line case with \(h\) very large, it seems that better estimates by \textit{M. T. Jones} and \textit{P. E. Plassmann} [The effect of many color orderings on the convergence of iterative methods. Preliminary Proc. Copper Mountain Conferences on Iterative Methods (1992)] exist.